Anic Equity¶

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Total return since start: 0.602 %¶

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Equity now: -----------------------------> 48924.12 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42240.52 Kr¶

PnL: ---------------------------------------> -192.76 Kr¶

DD now: ---------------------------------> -7.899 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 13:25:11.592988'

Anic Portfolio¶

Today¶

Return: -0.769 %¶

This Week¶

Return: -0.769 %¶

Total portfolio value¶

Return including deposits: 60.165 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.500000 1658.340000 190.800000 13.000000 1467.540000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
Orrön Energy 180 0.570000 2052.000000 14.400000 0.710000 2037.600000
HEXPOL B 9 0.350000 1032.300000 14.400000 1.410000 1017.900000
BioGaia B 8 1.210000 939.200000 11.200000 1.210000 928.000000
Catena 2 1.370000 800.400000 10.800000 1.370000 789.600000
Sagax B 4 1.220000 862.400000 10.400000 1.220000 852.000000
Atrium Ljungberg B 5 1.070000 943.000000 10.000000 1.070000 933.000000
JM 6 1.110000 871.800000 9.600000 1.110000 862.200000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
ASSA ABLOY B 3 0.660000 782.100000 5.100000 0.660000 777.000000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
AcadeMedia 8 0.100000 403.200000 2.000000 0.500000 401.200000
Clas Ohlson B 12 0.120000 972.000000 1.200000 0.120000 970.800000
Biotage 7 0.000000 939.400000 0.000000 0.000000 939.400000
Bilia A 8 -0.180000 897.600000 0.000000 0.000000 897.600000
EQT 4 -0.050000 829.200000 -0.400000 -0.050000 829.600000
SKF B 5 -0.290000 935.250000 -2.750000 -0.290000 938.000000
Hexatronic Group 12 -0.400000 960.720000 -3.840000 -0.400000 964.560000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
OX2 13 -0.750000 940.550000 -7.150000 -0.750000 947.700000
Gränges 9 -0.870000 918.000000 -8.100000 -0.870000 926.100000
Byggmax Group 33 -1.040000 944.460000 -9.900000 -1.040000 954.360000
Alimak Group 11 -2.020000 907.500000 -18.700000 -2.020000 926.200000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Addnode Group B 11 -2.220000 898.150000 -20.350000 -2.220000 918.500000
Latour B 4 -3.510000 825.200000 -30.000000 -3.510000 855.200000
Indutrade 5 -2.840000 1180.000000 -34.500000 -2.840000 1214.500000
VEF 909 -2.360000 1808.910000 -36.360000 -1.970000 1845.270000
Vitec Software Group B 2 -3.870000 1042.000000 -42.000000 -3.870000 1084.000000
Hexagon B 26 -1.430000 3402.100000 -49.400000 -1.430000 3451.500000
Bufab 3 -4.660000 1054.800000 -51.600000 -4.660000 1106.400000
INVISIO 16 -2.170000 3600.000000 -80.000000 -2.170000 3680.000000
BHG Group 97 -6.200000 1365.760000 -89.240000 -6.130000 1455.000000
TOTAL 42237.440000 -195.840000 -7.90528% 42433.280000

Updated:¶

'2023-07-03 13:24:21.379919'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶